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isPartOf:"The European journal of finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Aktienoption"
~subject:"Capital income"
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Aktienoption
Capital income
Option trading
135
Optionsgeschäft
135
Option pricing theory
100
Optionspreistheorie
100
Volatility
41
Volatilität
41
Stochastic process
31
Stochastischer Prozess
31
Derivat
30
Derivative
30
Theorie
27
Theory
27
Black-Scholes model
25
Black-Scholes-Modell
25
Hedging
23
Experiment
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American options
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barrier options
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Credit risk
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Monte Carlo simulation
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Asien
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Stock option
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Markov-Kette
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Ap Gwilym, Owain
2
Verousis, Thanos
2
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1
Board, J.
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Boyle, Phelim P.
1
Buryak, Alexander
1
Chen, Su
1
Chen, XiaoHua
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Corrado, Charles Joseph
1
Guo, Ivan
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Henderson, Vicky
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Li, Weiping
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Løchte Jørgensen, Peter
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Patrinos, E.
1
Posner, Steven E.
1
Su, Tie
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Sutcliffe, Charles M. S.
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The European journal of finance
International journal of theoretical and applied finance
Journal of banking & finance
21
The journal of futures markets
17
Journal of financial markets
12
Journal of financial economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of quantitative finance and accounting
7
Journal of empirical finance
6
Review of derivatives research
6
Finance research letters
5
The journal of finance : the journal of the American Finance Association
5
Applied economics
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International review of financial analysis
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Journal of international financial markets, institutions & money
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LSF research working paper series
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Theoretical economics letters
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Asia-Pacific journal of financial studies
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International journal of economics and finance
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International review of economics & finance : IREF
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NBER working paper series
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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1
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
2
The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Saved in:
3
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
4
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
5
Effective and simple VWAP options pricing model
Buryak, Alexander
;
Guo, Ivan
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
Saved in:
6
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
7
Lognormal approximation of complex path-dependent pension scheme payoffs
Løchte Jørgensen, Peter
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 595-619
Persistent link: https://www.econbiz.de/10003609931
Saved in:
8
A continuous-time reexamination of dollar-cost averaging
Milevsky, Moshe Arye
;
Posner, Steven E.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10001769127
Saved in:
9
The performance of covered calls
Board, J.
;
Sutcliffe, Charles M. S.
;
Patrinos, E.
- In:
The European journal of finance
6
(
2000
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001525999
Saved in:
10
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
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